-2.5%
IBM vs CRWD
+106.3%
-108.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.2% |
| 7D | -0.3% | -2.4% | +2.1% | 0.0% |
| 30D | +0.3% | +1.5% | -1.3% | -0.6% |
| 3M | -21.6% | +18.5% | -40.1% | -26.1% |
| 6M | -4.7% | +109.1% | -113.8% | -24.0% |
| YTD | -19.1% | +81.8% | -100.9% | -35.2% |
| 1Y | -2.5% | +106.7% | -109.2% | -22.4% |
| All | -2.5% | +106.3% | -108.8% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRWD.
Daily Out/Under-Performance
Portfolio return minus CRWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CRWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling